+850.7%
APP vs ETR
+155.5%
+695.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +10.6% | +1.5% | +9.1% | +10.2% |
| 30D | +44.6% | +6.6% | +38.0% | +42.3% |
| 3M | +29.6% | +4.4% | +25.2% | +28.1% |
| 6M | -19.8% | -0.3% | -19.5% | -20.0% |
| YTD | -41.6% | +23.3% | -64.9% | -47.1% |
| 1Y | -32.7% | +18.9% | -51.5% | -38.1% |
| All | +850.7% | +155.5% | +695.2% | +685.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling